Sydney siege gunman Man Haron Monis is believed to have been captured on CCTV camera walking calmly through Martin Place on Monday morning, more than an hour before his deadly assault began on the Lindt cafe.

Vision believed to be of Man Haron Monis walking in Martin Place ahead of Monday's fatal siege. Photo: Channel Seven

A little over an hour later, heavily armed police surrounded the cafe where Monis was holding 18 staff and customers hostage.

Channel Seven reported that, in the minutes before he pulled out his gun, Monis sat calmly in the cafe and drank a coffee.

Police have not confirmed any details about what occurred in the cafe throughout the 16-hour siege or when police raided the building. They are waiting until a critical incident investigation into the incident has been completed.

Authorities are under pressure to explain why Monis was free on bail despite facing multiple criminal charges, how he obtained a gun and why he was not on any national terror watch lists.